-3.5%
GEHC vs TNA
+101.9%
-105.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -7.2% | -7.3% | +0.1% | -5.3% |
| 30D | -11.6% | -14.2% | +2.6% | -8.1% |
| 3M | -0.8% | -4.6% | +3.7% | -0.4% |
| 6M | -11.9% | +36.9% | -48.8% | -20.6% |
| YTD | -21.9% | +42.5% | -64.5% | -30.9% |
| 1Y | -17.8% | +45.8% | -63.6% | -28.5% |
| 3Y | -3.5% | +104.7% | -108.2% | -29.8% |
| All | -3.5% | +101.9% | -105.4% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling